Easier to fix problems with Steam, since you can easily verify the game cache (redownload the bad game files) if your game breaks. It's a tad bit more difficult with Warehouse version. Other than that, not really!

When you mod your game, the most important rule is to always make backups before making any changes, so even though Steam does restore your game files to the originals more efficiently and easily, you should always have a copy of your latest working files so it doesn't really matter.